Abstract: This work is devoted to the questions of a joint application in economics game theory and fuzzy mathematics. In the paper the process of constructing the fuzzy sets of the most reliable objects (projects) is proposed. To estimate the values of membership functions it’s used the scenario approach and the solution of the corresponding classical or neoclassical antagonistic game that simulates the situation of decision-making under uncertainty, conflict and economic risk. The article describes the methods of solution of neoclassical antagonistic games, based on the classification of information situation. Solutions of specific problems are found.